+89.0%
COST vs BAM
+71.9%
+17.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | -0.1% |
| 7D | -3.2% | -1.6% | -1.6% | -3.0% |
| 30D | -4.0% | -6.0% | +2.0% | -3.2% |
| 3M | -6.5% | +7.3% | -13.8% | -7.6% |
| 6M | -8.5% | +8.2% | -16.7% | -10.0% |
| YTD | +6.0% | -3.8% | +9.9% | +6.2% |
| 1Y | -5.8% | -10.7% | +4.9% | -4.6% |
| 3Y | +71.8% | +55.3% | +16.5% | +55.6% |
| All | +89.0% | +71.9% | +17.2% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling